ECE 251B
Recursive Least Squares
Manuela Vasconcelos
ECE Department, UCSD
Least Squares
In LS,
()
The filter is considered as a linear model.
Filter
()
()
()
+

We hypothesize that the desired response is produced by
1
+
=
=0
where
are model param
ECE 251B
Kalman Filter
Manuela Vasconcelos
ECE Department, UCSD
Wiener Filtering
Wiener filtering aims to find a set of optimal filter coefficients (impulse
response)
The goal is usually to minimize the error () or difference between
filter output ()
ECE 251B
Linear Prediction
Manuela Vasconcelos
ECE Department, UCSD
Project Groups
What I have received so far:
Chenxi Cao, Shen Liu, Linlin Wang, Xiaonan Zhi
Mitesh Gadgil, Anshul Jain, Saurabh Kulkarni, Saurabh Uday Kulkarni
Tianjin Feng, Xiuyuan Lu, Z
ECE 251B
The Wiener Filter
Manuela Vasconcelos
ECE Department, UCSD
Project
Groups of 4
Send me email (mvasconcelos@eng.ucsd.edu) with the members of
the group: PLEASE TRY TO DO THIS BY MONDAY
Midterm presentations:
Tuesday, 5/3 and Thursday, 5/5
pre
ECE 251B
Stochastic Descent
and the LMS
Manuela Vasconcelos
ECE Department, UCSD
Wiener Filtering
We aim to minimize the cost
min w
w = w u
2
We can do this
in closed form: w = R1 p too expensive!
by Newtons method: w
+1
= R1 p too expensive!
by gr
Homework Set Three
ECE 251B Spring 2016
Due May 19, 2016
NOTE: Although the code will not be graded, you need to handin a copy of it.
In this homework, we will investigate various optimization algorithms discussed in the class.
1. Consider the cost funct
ECE 251B
Steepest Descent
and
Beyond
Manuela Vasconcelos
ECE Department, UCSD
HW Regrading Policy
If you think a regrade of your HW is needed, please write a note stating
what the problem is, attach it to the HW, and return it to the TA
(Yunsheng) during
ECE 251B
Kalman Filter
Manuela Vasconcelos
ECE Department, UCSD
Kalman Filter
The KF is usually presented in terms of a linear dynamic system (LDS).
x
y
It has two components
A hidden state variable x characterized by a system equation.
An observed va
ECE 264B: Analog Integrated Circuits and Systems II
May 19, 2016
Homework Assignment 4
Due: Inclass, May 26, 2016
1. Solve the attached 2009 second ECE264B midterm exam.
2. Solve the attached 2011 second ECE264B midterm exam.
3. Solve the attached 2007 s
Cadence Tutorial for ECE 203/264/265
A few comments should be mentioned in getting started. Cadence is an industry standard integrated
circuit design tool. If you want to work on integrated circuit design at Qualcomm, Intel, Texas
Instruments, or most oth